As a fellow vegetarian originally from Nairobi, I'd say don't worry too much about causing offense; Nairobi's population is largely made up of East Indians, many of whom follow strict vegetarian diets. So, a good rule of thumb in the city would be to pick a place that serves Indian or Chinese as you will be sure to find authentic vegetarian food. Its best to stick to bottled water while you're in Nairobi. Although a generally friendly place, Nairobi is still a big city and caution is necessary. While in the city (day or night), keep your personal effects safely with you at all times and try to maintain an awareness of what's going in your immediate radius. Enjoy your trip!